Engineering Alpha

Engineering Alpha

The Fractal Adaptive Volatility Bands

Coding the Fractal Adaptive Volatility Bands in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Apr 17, 2022
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www.pxfuel.com

The great Bollinger Bands are one of the first things we must learn when analyzing time series. This is because of their sound statistical reasoning, their wide adoption across market participants, and their success when deployed in trading strategies. We can also see other variations that resemble the bands in an attempt to enhance it. Th…

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